Provides an efficient framework for high-dimensional linear and diagonal discriminant analysis with variable selection. The classifier is trained using James-Stein-type shrinkage estimators and predictor variables are ranked using correlation-adjusted t-scores (CAT scores). Variable selection error is controlled using false non-discovery rates or higher criticism.
copied from cf-post-staging / r-sda| Label | Latest Version |
|---|---|
| main | 1.3.9 |
| cf201901 | 1.3.7 |
| cf202003 | 1.3.7 |
| gcc7 | 1.3.7 |
